The influence of substrate surface roughness on the growth, adhesion, and tribological behavior of AlCoCrFeNiNb0.6 high-entropy alloy (HEA) coatings is reported in this manuscript. The coatings were deposited by magnetron sputtering onto API 5 L X70 steel substrates using deposition powers of 100 W and 200 W. Two surface preparation conditions, mechanical polishing and abrasive blasting, were evaluated. Structural analysis by X-ray diffraction (XRD) indicated that the coatings were predominantly amorphous, while scanning electron microscopy (SEM) revealed that variations in morphology and thickness uniformity were dependent on both substrate topography and deposition power. Nanoindentation results showed hardness values of 9.9 GPa and 12.6 GPa, with corresponding elastic modulus of 189 GPa and 207 GPa, for coatings deposited at 100 W and 200 W, respectively. Adhesion tests demonstrated that increased substrate roughness significantly enhanced coating adhesion, with the critical load increasing from 316 mN to 4252 mN for the best-performing coating condition. For blasted substrates, the coefficient of friction was reduced from approximately 0.25 for the uncoated steel to values below 0.15 for the HEA-coated samples, with improved wear stability even under higher normal loads. Abrasive and fatigue wear mechanisms were predominant in the coated samples, whereas adhesive wear dominated the uncoated substrates. These results highlight that substrate surface condition is a key parameter for optimizing the adhesion and tribological performance of HEA coatings in mechanically demanding applications.